Exact simulation of Brown-Resnick random fields at a finite number of locations

@article{Dieker2014ExactSO,
  title={Exact simulation of Brown-Resnick random fields at a finite number of locations},
  author={A. B. Dieker and Thomas Mikosch},
  journal={Extremes},
  year={2014},
  volume={18},
  pages={301-314}
}
We propose an exact simulation method for Brown-Resnick random fields, building on new representations for these stationary max-stable fields. The main idea is to apply suitable changes of measure. 

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